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A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model |
0 |
0 |
0 |
310 |
0 |
0 |
0 |
1,541 |
A complementary test for ADF test with an application to the exchange rates returns |
0 |
0 |
1 |
233 |
0 |
1 |
3 |
1,298 |
Abnormal returns on tourism shares in the Chinese stock exchanges amid COVID-19 pandemic |
0 |
0 |
1 |
12 |
1 |
1 |
2 |
31 |
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
134 |
An overview on various ways of bootstrap methods |
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0 |
0 |
6 |
2 |
2 |
5 |
56 |
Are Asian Real Exchange Rates Stationary? |
0 |
0 |
0 |
414 |
0 |
1 |
1 |
1,054 |
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets |
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0 |
0 |
193 |
0 |
2 |
7 |
618 |
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL |
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0 |
0 |
926 |
0 |
0 |
0 |
2,621 |
Calendar anomalies in the Malaysian stock market |
0 |
0 |
11 |
376 |
1 |
3 |
49 |
1,249 |
Chinese stock market sectoral indices performance in the time of novel coronavirus pandemic |
0 |
0 |
3 |
166 |
0 |
1 |
5 |
284 |
Daily New Covid-19 Cases, The Movement Control Order, and Malaysian Stock Market Returns |
0 |
0 |
7 |
25 |
0 |
1 |
13 |
104 |
Day-of-the-week effects in selected East Asian stock markets |
0 |
0 |
0 |
195 |
0 |
0 |
2 |
584 |
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests |
0 |
0 |
0 |
61 |
2 |
2 |
2 |
231 |
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests |
0 |
0 |
0 |
106 |
0 |
1 |
3 |
359 |
Does Research and Development Expenditure Co-integrate with Gross National Income of ASEAN Countries? |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
10 |
Early warning indicator of economic vulnerability |
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0 |
0 |
153 |
1 |
2 |
4 |
283 |
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria |
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0 |
0 |
0 |
0 |
0 |
0 |
345 |
Effects of STAR and TAR types nonlinearities on order selection criteria |
0 |
0 |
0 |
210 |
1 |
1 |
2 |
761 |
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries |
0 |
0 |
8 |
2,363 |
0 |
6 |
39 |
7,993 |
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia |
0 |
0 |
0 |
307 |
0 |
0 |
1 |
1,666 |
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia |
0 |
0 |
0 |
285 |
0 |
0 |
1 |
1,308 |
Exchange Rates Forecasting Model: An Alternative Estimation Procedure |
0 |
0 |
0 |
1,668 |
0 |
0 |
2 |
4,453 |
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique |
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1 |
3 |
1,265 |
1 |
6 |
21 |
3,472 |
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective |
0 |
1 |
8 |
3,208 |
2 |
3 |
34 |
11,612 |
Fisher hypothesis: East Asian evidence from panel unit root tests |
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0 |
0 |
102 |
0 |
0 |
2 |
251 |
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions |
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0 |
0 |
423 |
0 |
1 |
3 |
1,386 |
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator |
0 |
0 |
1 |
271 |
0 |
1 |
10 |
1,380 |
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions |
0 |
0 |
1 |
105 |
0 |
1 |
3 |
598 |
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market |
0 |
0 |
1 |
485 |
0 |
0 |
2 |
1,551 |
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models |
0 |
0 |
0 |
185 |
0 |
0 |
1 |
927 |
IMPACT OF WUHAN LOCKDOWN IN EARLY STAGE OF COVID-19 OUTBREAK ON SECTOR RETURNS IN CHINESE STOCK MARKET |
0 |
0 |
2 |
11 |
1 |
1 |
4 |
36 |
Impacts of Unusual Market Activity Announcement on Stock Return: Evidence from The Ace Market in Malaysia |
0 |
0 |
1 |
10 |
0 |
0 |
3 |
33 |
Income convergence: fresh evidence from the Nordic countries |
0 |
0 |
0 |
53 |
1 |
2 |
2 |
169 |
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment |
0 |
0 |
0 |
94 |
1 |
1 |
1 |
331 |
International Diversification Benefits in ASEAN Stock Markets: a Revisit |
0 |
0 |
0 |
581 |
0 |
1 |
2 |
2,192 |
Is Money Neutral In Stock Market? The Case of Malaysia |
0 |
0 |
0 |
88 |
1 |
1 |
4 |
261 |
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen |
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0 |
0 |
79 |
0 |
0 |
2 |
266 |
Linearity and stationarity of G7 government bond returns |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
109 |
Linearity and stationarity of South Asian real exchange rates |
0 |
0 |
1 |
101 |
0 |
0 |
1 |
292 |
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries |
0 |
0 |
0 |
87 |
0 |
0 |
0 |
268 |
Macroeconomic Determinants of Direct Investment Abroad of Singapore |
0 |
0 |
1 |
67 |
0 |
1 |
5 |
293 |
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions |
0 |
0 |
0 |
234 |
1 |
1 |
2 |
606 |
Monetary exchange rate model: supportive evidence from nonlinear testing procedures |
0 |
0 |
0 |
137 |
0 |
0 |
0 |
387 |
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 |
0 |
0 |
0 |
208 |
0 |
0 |
0 |
528 |
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS |
0 |
0 |
0 |
490 |
2 |
2 |
4 |
1,131 |
On Autoregressive Order Selection Criteria |
0 |
0 |
0 |
609 |
0 |
0 |
1 |
1,716 |
On Singaporean Dollar and Purchasing Power Parity |
0 |
0 |
0 |
96 |
0 |
0 |
5 |
589 |
On Singaporean Dollar and Purchasing Power Parity |
0 |
0 |
0 |
239 |
0 |
0 |
1 |
1,584 |
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity |
0 |
0 |
1 |
176 |
0 |
1 |
12 |
1,772 |
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity |
0 |
0 |
0 |
272 |
0 |
1 |
3 |
1,889 |
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates |
0 |
0 |
0 |
69 |
0 |
0 |
0 |
244 |
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
78 |
Real interest rate parity: evidence from East Asian economies relative to China |
0 |
0 |
0 |
190 |
0 |
0 |
0 |
644 |
Real interest rates equalization: The case of Malaysia and Singapore |
0 |
0 |
0 |
210 |
0 |
0 |
3 |
1,072 |
Revisiting the Performance of MACD and RSI Oscillators |
0 |
1 |
3 |
66 |
1 |
4 |
12 |
294 |
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore |
0 |
0 |
0 |
145 |
1 |
2 |
2 |
447 |
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore |
0 |
0 |
0 |
132 |
1 |
2 |
5 |
483 |
THE EFFECTS OF ASEAN-CHINA FREE TRADE AGREEMENT ON BILATERAL TRADES |
0 |
0 |
1 |
27 |
0 |
2 |
6 |
49 |
Testing for Non-Linearity in ASEAN Financial Markets |
0 |
0 |
0 |
281 |
1 |
1 |
2 |
742 |
Testing nonlinear convergence in Malaysia,1965-2003 |
0 |
0 |
0 |
66 |
0 |
0 |
1 |
207 |
The Effects of ASEAN Economic Community (AEC) Blueprint Adoption on Intra-ASEAN Trade on Manufacturing Products |
0 |
0 |
4 |
18 |
1 |
1 |
9 |
53 |
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models |
1 |
1 |
2 |
421 |
1 |
1 |
5 |
1,631 |
The Predictability of ASEAN-5 Exchange Rates |
0 |
0 |
0 |
367 |
0 |
0 |
3 |
1,073 |
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test |
0 |
0 |
0 |
302 |
0 |
0 |
2 |
823 |
The effect of Malaysia general election on stock market returns |
0 |
0 |
2 |
8 |
1 |
3 |
7 |
68 |
The effect of novel coronavirus pandemic on tourism share prices |
0 |
1 |
2 |
15 |
0 |
3 |
12 |
62 |
The real interest rate differential: international evidence based on nonlinear unit root tests |
0 |
0 |
0 |
175 |
0 |
0 |
1 |
739 |
Time series modelling and forecasting of Sarawak black pepper price |
1 |
1 |
1 |
175 |
1 |
1 |
3 |
924 |
Tracking Errors of Exchange Traded Funds in Bursa Malaysia |
0 |
0 |
2 |
7 |
2 |
2 |
4 |
26 |
Value Creation and Long Term Performance of Hong Kong Spinoffs |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
259 |
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange |
0 |
1 |
2 |
1,650 |
0 |
5 |
11 |
7,794 |
Total Working Papers |
2 |
7 |
70 |
22,076 |
28 |
75 |
360 |
80,324 |